pricing derivatives

About SciComp Inc.

pricing derivatives

SciComp is a leading provider of scientific computing solutions to the financial markets. Driven by customer needs in a constantly evolving marketplace, SciComp provides unique software solutions, products, expertise, and support services for the pricing and risk management of derivative instruments.

SciComp customers enjoy the business advantage of reduced development time and cost of bringing new financial products to the market; an immediate and measurable contribution to the bottom line.

Our customers rely on the expertise of our staff, our state of the art modeling methods, our patented technology, and our rapid response to changing market conditions to enhance their businesses.

SciComp and its development partners are pioneering leaders in the development and advancement of these technologies:

  • Software synthesis engines (software that writes software)
  • High-level programming languages
  • Robust, state-of-the-art algorithms and the latest financial instruments
  • Integration efficiency tools
  • Customized, off-the-shelf models

To learn more about SciComp's technology, request a login password for the SciComp Resource Center.

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SciFinance automates pricing and risk model development

SciCalibrator provides pricing model calibration

SciCMD delivers off-the-shelf" and custom pricing models

SciSTCDO is a single-tranche pricing and risk engine

Yield curve builder

A resource site with examples, documentation and more...

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UPCOMING EVENTS

ICBI Global Derivatives 2008
Annual Conference
Paris, May 19-23, 2008

Frankfurt MathFinance Workshop
Derivatives and Risk Management in Theory and Practice
17-18 March 2008

ISDA 23rd Annual General Meeting
15-17 April 2008